+82.7%
IREN vs EWT
+150.2%
-67.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +4.3% |
| 7D | +26.0% | +4.0% | +22.1% | +18.5% |
| 30D | +14.9% | +10.3% | +4.6% | -1.1% |
| 3M | -27.8% | +6.1% | -33.9% | -33.0% |
| 6M | +1.9% | +56.6% | -54.7% | -48.9% |
| YTD | +18.3% | +76.6% | -58.3% | -50.8% |
| 1Y | +71.0% | +97.9% | -26.9% | -40.4% |
| 3Y | +882.0% | +198.0% | +684.0% | +67.6% |
| All | +82.7% | +150.2% | -67.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling